Thanks for your query! The finesse lab is dependent on DNS! You will need to point your local machine at the DNS server in the lab, or update your local hosts file with the necessary VMs.
I normally point to the DNS lab. In the PCCE lab, it's at 10.10.20.3.
Please also ensure that you've connected to the VPN tunnel for the lab.
Thank you Jacob. adding /etc/hosts entry fixed the issue for me.